CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1281 |
0.0007 |
0.1% |
1.1212 |
| High |
1.1292 |
1.1285 |
-0.0007 |
-0.1% |
1.1389 |
| Low |
1.1257 |
1.1244 |
-0.0013 |
-0.1% |
1.1203 |
| Close |
1.1280 |
1.1270 |
-0.0010 |
-0.1% |
1.1284 |
| Range |
0.0035 |
0.0041 |
0.0007 |
18.8% |
0.0187 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
18,628 |
22,803 |
4,175 |
22.4% |
12,358 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1370 |
1.1292 |
|
| R3 |
1.1348 |
1.1329 |
1.1281 |
|
| R2 |
1.1307 |
1.1307 |
1.1277 |
|
| R1 |
1.1288 |
1.1288 |
1.1273 |
1.1277 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1261 |
| S1 |
1.1247 |
1.1247 |
1.1266 |
1.1236 |
| S2 |
1.1225 |
1.1225 |
1.1262 |
|
| S3 |
1.1184 |
1.1206 |
1.1258 |
|
| S4 |
1.1143 |
1.1165 |
1.1247 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1754 |
1.1386 |
|
| R3 |
1.1665 |
1.1567 |
1.1335 |
|
| R2 |
1.1478 |
1.1478 |
1.1318 |
|
| R1 |
1.1381 |
1.1381 |
1.1301 |
1.1430 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1316 |
| S1 |
1.1194 |
1.1194 |
1.1266 |
1.1243 |
| S2 |
1.1105 |
1.1105 |
1.1249 |
|
| S3 |
1.0919 |
1.1008 |
1.1232 |
|
| S4 |
1.0732 |
1.0821 |
1.1181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1387 |
1.1244 |
0.0143 |
1.3% |
0.0062 |
0.6% |
18% |
False |
True |
9,970 |
| 10 |
1.1389 |
1.1079 |
0.0310 |
2.8% |
0.0077 |
0.7% |
61% |
False |
False |
5,679 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0062 |
0.5% |
64% |
False |
False |
3,009 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0056 |
0.5% |
68% |
False |
False |
1,517 |
| 60 |
1.1520 |
1.1020 |
0.0500 |
4.4% |
0.0053 |
0.5% |
50% |
False |
False |
1,014 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0045 |
0.4% |
38% |
False |
False |
765 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0042 |
0.4% |
27% |
False |
False |
612 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0042 |
0.4% |
20% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1392 |
|
1.618 |
1.1351 |
|
1.000 |
1.1326 |
|
0.618 |
1.1310 |
|
HIGH |
1.1285 |
|
0.618 |
1.1269 |
|
0.500 |
1.1265 |
|
0.382 |
1.1260 |
|
LOW |
1.1244 |
|
0.618 |
1.1219 |
|
1.000 |
1.1203 |
|
1.618 |
1.1178 |
|
2.618 |
1.1137 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1315 |
| PP |
1.1266 |
1.1300 |
| S1 |
1.1265 |
1.1285 |
|